The impact of co-jumps in the oil sector
Year of publication: |
2020
|
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Authors: | Laurini, Márcio Poletti ; Mauad, Roberto Baltieri ; Aiube, Fernando Antônio Lucena |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 52.2020, p. 1-16
|
Subject: | Jumps | Oil prices | Risk management | Stochastic volatility (SV) | Ölpreis | Oil price | Volatilität | Volatility | Risikomanagement | Ölmarkt | Oil market | Stochastischer Prozess | Stochastic process | Erdölindustrie | Oil industry | Welt | World | Hedging | Rohstoffderivat | Commodity derivative |
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